-40.2%
INTU vs PPG
-24.1%
-16.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.4% | +2.6% |
| 7D | -3.3% | -6.2% | +2.9% | -0.6% |
| 30D | -3.9% | -7.9% | +4.0% | -0.5% |
| 3M | +16.6% | -10.2% | +26.9% | +21.5% |
| 6M | -26.4% | +2.7% | -29.1% | -29.5% |
| YTD | -51.0% | +4.9% | -55.9% | -54.5% |
| 1Y | -50.8% | -3.2% | -47.6% | -52.2% |
| 3Y | -40.1% | -17.0% | -23.1% | -37.6% |
| All | -40.2% | -24.1% | -16.1% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PPG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling